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On the inappropriateness of an EM algorithm based procedure for blinded sample size re-estimation.

Friede, Tim and Kieser, Meinhard A. (2002) On the inappropriateness of an EM algorithm based procedure for blinded sample size re-estimation. Statistics in Medicine, 21 (2). pp. 165-176. ISSN 1097-0258

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When planning a clinical trial the sample size calculation is commonly based on an a priori estimate of the variance of the outcome variable. Misspecification of the variance can have substantial impact on the power of the trial. It is therefore attractive to update the planning assumptions during the ongoing trial using an internal estimate of the variance. For this purpose, an EM algorithm based procedure for blinded variance estimation was proposed for normally distributed data. Various simulation studies suggest a number of appealing properties of this procedure. In contrast, we show that (i) the estimates provided by this procedure depend on the initialization, (ii) the stopping rule used is inadequate to guarantee that the algorithm converges against the maximum likelihood estimator, and (iii) the procedure corresponds to the special case of simple randomization which, however, in clinical trials is rarely applied. Further, we show that maximum likelihood estimation leads to no reasonable results for blinded sample size re-estimation due to bias and high variability. The problem is illustrated by a clinical trial in asthma.

Item Type: Journal Article
Journal or Publication Title: Statistics in Medicine
Uncontrolled Keywords: sample size re-estimation ; EM algorithm ; maximum likelihood estimation ; finite mixture distributions
Subjects: Q Science > QA Mathematics
Departments: Faculty of Science and Technology > Mathematics and Statistics
ID Code: 19265
Deposited By: ep_ss_importer
Deposited On: 19 Nov 2008 13:33
Refereed?: Yes
Published?: Published
Last Modified: 23 Feb 2018 03:42
Identification Number:

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